tsfknn-package: tsfknn: Time Series Forecasting Using Nearest Neighbors

In tsfknn: Time Series Forecasting Using Nearest Neighbors

tsfknn: Time Series Forecasting Using Nearest Neighbors

Description

Allows to forecast time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2019) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10462-017-9593-z")}. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. The nearest neighbors used in a prediction can be consulted and plotted.

Author(s)

Maintainer: Francisco Martinez [e-mail]

See Also

Useful links:

• https://github.com/franciscomartinezdelrio/tsfknn

• Report bugs at https://github.com/franciscomartinezdelrio/tsfknn/issues

tsfknn documentation built on Sept. 4, 2023, 9:06 a.m.